Anic Equity¶

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Total return since start: 0.696 %¶

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Equity now: -----------------------------> 51805.6 Kr¶

Max Equity ever reached: ------------> 51912.9 Kr¶

Portfolio value: --------------------------> 48599.18 Kr¶

PnL: ---------------------------------------> -480.99 Kr¶

DD now: ---------------------------------> -0.207 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 17:20:02.028884'

Anic Portfolio¶

Today¶

Return: 9.002 %¶

This Week¶

Return: 9.002 %¶

Total¶

Return: 69.598 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -0.320000 3380.400000 201.800000 6.350000 3178.600002
HMS Networks 2 0.310000 782.400000 109.400000 16.260000 673.000000
Nordea Bank Abp 29 0.590000 3535.680000 81.680000 2.360000 3453.999992
HEBA B 70 -3.360000 2716.000000 80.000000 3.030000 2636.000010
SAAB B 8 0.090000 3423.200000 46.200000 1.370000 3377.000000
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
AcadeMedia 12 2.440000 593.520000 36.520000 6.560000 557.000004
Resurs Holding 22 -0.220000 608.740000 34.740000 6.050000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -5.610000 385.500000 30.500000 8.590000 355.000000
Swedbank A 3 0.250000 590.850000 26.850000 4.760000 564.000000
OEM International B 7 0.260000 548.800000 20.800000 3.940000 527.999997
Midsona B 63 5.990000 601.650000 18.650000 3.200000 582.999984
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Intrum 4 -1.500000 539.800000 12.800000 2.430000 527.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Securitas B 6 -1.180000 581.040000 11.040000 1.940000 570.000000
Karnov Group 9 -0.500000 542.700000 6.700000 1.250000 536.000004
Corem Property Group B 59 -4.900000 583.510000 6.510000 1.130000 576.999999
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.830000 247.200000 1.200000 0.490000 246.000000
Coor Service Management Hold. 8 -1.920000 530.400000 -1.600000 -0.300000 532.000000
Handelsbanken A 5 0.560000 543.250000 -2.750000 -0.500000 546.000000
Boozt 12 -1.540000 1644.600000 -9.400000 -0.570000 1653.999996
Sampo Oyj SDB 7 1.390000 3832.500000 -17.500000 -0.450000 3850.000000
Fasadgruppen Group 38 2.850000 4119.200000 -20.600000 -0.500000 4139.799990
International Petroleum Corp. 5 -0.440000 571.500000 -23.070000 -3.880000 594.565215
Essity B 2 2.810000 549.400000 -24.600000 -4.290000 574.000000
CTEK 13 -0.080000 509.210000 -24.790000 -4.640000 533.999999
Essity A 4 2.980000 1106.000000 -43.000000 -3.740000 1149.000000
Vivesto 1368 2.170000 566.080000 -46.920000 -7.650000 612.999432
Beijer Electronics Group 27 4.860000 3029.400000 -53.400000 -1.730000 3082.800006
OX2 22 0.930000 1783.100000 -205.100000 -10.320000 1988.199994
Axfood 15 1.500000 4060.500000 -238.300000 -5.540000 4298.800005
Ovzon 64 -0.370000 3411.200000 -583.200000 -14.600000 3994.400000
TOTAL 48599.180000 -480.990000 -0.20669% 49080.164634

Updated:¶

'2023-01-30 17:20:15.208768'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶